The Church of the Most Holy Sacrament and Rosary was erected on the initiative of the Archbishop of Fermo Alessandro Borgia who, in 1741, during the pastoral visit conducted to the town, summoned the priors of the confraternities of the Most Holy Rosary and the Most Holy Sacrament and ordered them to build a new place of worship with the title of Our Lady of Mercy. The two confraternities used, in fact, for their associational activities a small church also titled Our Lady of Mercy, but it was too cramped to accommodate both pious sodalities so in 1759 the new church was completed and in 1798 it was consecrated.
Externally, the facade has Baroque forms with exposed brickwork, and laterally there are buttresses that reinforce the whole structure on which windows open. Inside there is a single nave with two chapels on each side, and the walls are punctuated by decorative architectural elements; there are a total of five chapels with attached altars and two confessionals. The valuable works of art adorning the interior belong to distinguished artists such as Filippo Ricci and Antonio Liozzi.